This does indeed work in Firefox but not in Internet Explorer. Remove the
'<!--' and the '//-->' (comments) from the style so that it looks like this:
<style type="text/css">
a:link { text-decoration:none;color:blue; }
</style>

Then it will work both in Internet Explorer and in Firefox.
The <!-- ... //--> is used in Javascript, in case the page is viewed with a browser that does not understand the <script> tag.